Databento

We're excited to share that Cboe Futures Exchange (CFE) is now available on Databento with real-time data and over 7 years of historical coverage.

CFE is home to VIX futures and other volatility derivatives, including options on VIX futures (UX), as well as bond index and crypto futures. Data is sourced directly from the CFE Multicast PITCH feed and provides full order book depth for a comprehensive view of market activity.

⬇️ Read the announcement to learn more

Today, we're celebrating three years since Databento's launch.

We built Databento around one core idea: to create modern market data infrastructure that meets the demands of the world's leading firms while remaining accessible to anyone.

Now, with over 40,000 users, Databento is powering firms representing hundreds of billions in AUM, as well as some of the most widely used products across fintech, AI, and more.

In the upcoming months, we plan to significantly expand across all fronts - adding global datasets across asset classes, growing our team, deepening our community, and building the infrastructure that the next generation of financial technology will run on.

None of this would have been possible without you. Thank you for being among our earliest supporters and for believing in what we were building before the rest of the world caught on. We don't take that lightly, and we're just getting started.

We've added real-time and historical data from Blue Ocean ATS (BOATS) to Databento US Equities!

BOATS is a leading venue for overnight US equities trading, overlapping with Asian markets and the early European session. Captured directly from the source, this dataset provides full order book (L3) granularity and nanosecond-precision timestamps.

With the addition of Blue Ocean, Databento US Equities now spans 19 datasets and offers coverage for 24/5 trading.

⬇️ For more details, read the full announcement below

It's official: Databento is coming to Shanghai! We're hosting a quant meetup on Thursday, May 21, with panelists from top trading firms and exchanges.

Join us for two discussions—one examining the structural differences between U.S. and Chinese markets, the other exploring the move to 24-hour U.S. Equity trading.

Note: Space is limited, and our last meetup reached capacity. If you're planning to attend, register soon and pass this along to anyone else who'd want to join.

⬇️ RSVP in comments

Happy International Women's Day!

Today we're celebrating the women who have helped build Databento — across design, engineering, marketing, and leadership. Thank you for everything you bring to this team, and for the impact you make in pushing our industry forward.

Meet John Park, a software engineer on the core team.

Before Databento, John built low-latency systems for futures and FX markets.

In his own words, "One thing that stands out to me is how balanced and collaborative the culture is […] Collaboration isn't just encouraged, it's built into how work gets done day to day."

⬇️ Learn more about John and what it's like to work at Databento below.

AI meets algorithmic trading: CEO Christina Qi is speaking at NVIDIA GTC on March 18th.

Her session traces how the quant trading stack has evolved from latency optimization to the use of GPU-accelerated AI/ML models. Over the course of this transition, many firms have encountered a common bottleneck, and it's not GPUs—it's data infrastructure. Teams need fast access to multi-terabyte and petabyte-scale datasets for signal research, and how that data is delivered can matter as much as the model architecture.

We added free sample data downloads across 70+ of the venues we cover. No account or signup required—just grab the flat files in a schema of your choice.

Evaluating market data shouldn't require a sales call first.

⬇️ Try for yourself at the link in comments

We're traveling to New York, London, San Jose, and Shanghai in the first half of 2026. Most events are already open for registration, and others will be soon. If you're planning to attend any of these, be sure to stop by and say hi!

📍 Feb 2: Capital Markets Forum (CMF) at Nasdaq MarketSite
📍 Mar 16–19: NVIDIA GTC
📍 Mar 18: Eagle Alpha Alternative Data Conference
📍 Mar 19–20: QuantVision 2026: Fordham's Quantitative Conference
📍 Mar 31–Apr 1: FutureAlpha (QuantStrats) 2026
📍 May 21: Databento + Nasdaq + Blue Ocean + Lingjun + Qianxiang Quant Meetup
📍 May 21: Women in Quantitative Finance Americas Conference (WQFA)
📍 Jun: Databento + Google London Event
📍 Jun: Databento + Man Group Quant Night 2026

Although most people associate CME with Chicago, the Globex matching engine is actually situated 30 miles west in Aurora, Illinois.

In addition to the Globex matching engine, the CyrusOne Aurora I data center also houses Databento's CME infrastructure. Proximity to the matching engine matters—facilities outside Aurora increase latency and decrease timestamp determinism.

⬇️ Learn more at the link below

In 2025, we handled 345% more API requests than in 2024. This growth came alongside continuous improvements to normalization, latency, and reliability, all focused on providing the best developer experience.

Earlier this year, the Databento team gathered in Chicago for our company offsite. Between hackathon sessions and a visit to Cboe's trading floor, where we rang the closing bell, it was a great opportunity to connect face-to-face. We're excited for what next year has in store!